Quant Researcher | Options Pricing

Susquehanna International Group, LLP • Bala Cynwyd (Philadelphia Area), PA

5d

About The Position

Susquehanna International Group is a global quantitative trading firm where researchers, developers, and traders collaborate to solve some of the most complex problems in financial markets. We are seeking a Quantitative Researcher with strong academic research experience to join our options pricing team. This role is ideal for candidates coming from PhD or postdoctoral backgrounds in Applied Mathematics, Computational Science, Numerical Analysis, or related areas who want to apply their expertise to practical options pricing models used in real‑world trading. Prior industry experience is not required - what matters is strong mathematical maturity, computational skill, and interest in financial applications. You will work closely with traders and engineers in an environment that values scientific thinking, clean implementation, and rapid iteration. The ideal candidate combines strong theoretical foundations with a practical, impact‑driven mindset.

Requirements

• PhD in Applied Mathematics, Physics, Engineering, Computer Science, or a related field
• Strong background in numerical methods such as PDE solvers, discretization schemes, Monte Carlo, optimization, or related computational tools
• Strong programming skills in C++, with the ability and willingness to work in Python and related statistical packages
• Ability to translate mathematical ideas into clean, reliable algorithms
• Curiosity about financial markets and enthusiasm for applying rigorous quantitative methods to practical problems

Responsibilities

• Develop and refine options pricing models using sound mathematical reasoning and numerical methods
• Translate theoretical ideas into algorithms that support valuation, scenario analysis, and option‑specific decision logic
• Explore the behavior of pricing models under various market scenarios, ensuring robustness and consistency
• Work closely with traders and experienced quants to understand how pricing influences trading and risk decisions
• Engage with Susquehanna’s collaborative research culture, where ideas are tested quickly and feedback is immediate
• Gain exposure to real‑world data, trading environments, and algorithmic considerations.

Benefits

• A collaborative, non-hierarchical environment where ideas drive impact.
• Access to industry-leading technology and resources from one of the largest proprietary trading firms.
• Extensive training and mentorship programs led by top performers.
• Opportunities to work on complex technical challenges with immediate influence on trading decisions.
• A balanced culture that values intellectual rigor and work-life harmony.

What This Job Offers

• Job Type: Full-time
• Career Level: Entry Level
• Education Level: Ph.D. or professional degree